LOCFIT: R and S-Plus Help

hatmatrix

Weight diagrams and the hat matrix for a local regression model.

hatmatrix

Usage:


hatmatrix(formula, ...)

Arguments:

formula: model formula.
...: Other arguments to locfit and locfit.raw.

Description:

hatmatrix() computes the weight diagrams (also known as equivalent or effective kernels) for a local regression smooth. Essentially, hatmatrix() is a front-end to locfit(), setting a flag to compute and return weight diagrams, rather than the fit.

Value:

A matrix with n rows and p columns; each column being the weight diagram for the corresponding locfit fit point. If ev="data", this is the transpose of the hat matrix.